If you run the system "live", then the installer doesn't run by default, but you can invoke it manually by executing:

/usr/bin/di-live

Our next batch of releases will include a configuration console that will run by default and give you the option to invoke the installer even if you boot into live mode, but its really just a matter of providing a convenient user interface.
For more information regarding di-live (debian installer live), see http://code.turnkeylinux.org/di-live

Update: As promised we have since fixed this issue and all current appliances include a configuration console with an option to invoke the live installer.